+1,110.1%
CCI vs WWD
+9,847.2%
-8,737.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +2.5% | +4.0% | -1.4% | +1.4% |
| 30D | +14.4% | +0.4% | +14.0% | +13.8% |
| 3M | +21.7% | -7.9% | +29.6% | +23.8% |
| 6M | +4.0% | -10.6% | +14.7% | +5.8% |
| YTD | +6.2% | +9.4% | -3.2% | +1.1% |
| 1Y | +5.4% | +25.7% | -20.3% | -3.9% |
| 3Y | +11.7% | +148.5% | -136.8% | -18.4% |
| 5Y | -35.6% | +189.5% | -225.1% | -55.9% |
| 10Y | +68.7% | +451.8% | -383.0% | -13.4% |
| All | +1,110.1% | +9,847.2% | -8,737.0% | +175.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling